What is Winter Sowing?
It's basically to start Seeds outdoors when the ground is frozen and covered with Snow (usually, the method also works without snow). The seeds will rest as long as it's cold outside and start to grow when the weather is warm enough.

What Vegetables can be used for Winter Sowing?
I'm still experimenting a lot! The Vegetables that usually are very successful for me is:

Spinach

Rocket

Radish

Carrots

Lettuce

Mache

Dill

Parsley

Cabbages

New experiments for this year is: Coriander, Pea Shoots, Swiss Chard - I will have to get back to these later to tell if it works or not. Have you tried Winter Sowing these crops or others? Please add a comment if you've tried more/other vegetables and have learnings to share.

What is good about Winter Sowing?
There are of course pros and cons of Winter Sowing. The main reasons why I like this method and use it a lot:

Seeds tend to know when to start, and generally start earlier than I would dare to start them indoors.

Plants that grow up outdoors get stronger, hardier and more compact then indoor Plants.

The two first bullet points together give me an earlier harvest and allows me to get a full batch of vegetables before the second batch of vegetables are ready to be transplanted to the Garden.

Also.. usually can't wait to start my Gardening, so it's nice to be able to start with something in January already.

Since I've already done the first batch of sowing outdoors, I can focus on the second batch of seeds started indoors in February, March and April.

What risks are involved in Winter Sowing?
There are of course some risks... I think it's worth taking the risk since it's easy to start new seeds indoors/later if the outdoor sowings doesn't sprout. The risks I know are:

Seeds are geting to wet with first/early spring rains and are being destroyed

Seeds sprout to early and does not survive new freezing period, to avoid this - experiment by starting your Winter Sowings at different times. I've found out that I can start in the end of January or in February where I live.

I always cover with plastic or glass lids/bags to prevent the risks above.

How to start Seeds during Winter
I do my Winter Sowings in three different ways.. the method is basically the same, just applied in slightly different ways.

1. Winter Sowing in Containers
This is a nice method, since I can prepare everything indoors and move it outdoors as the last thing I do.

Use any type of container, I prefer to reuse Plastic Containers from fruit deliveries since they have holes in the bottom and a built in lid. Put some regular Soil in the bottom of the container.

Add Seeds, just as you would when you start seeds anytime.

Cover the Seeds with Soil. Do not water. Mark the sowings to make sure that you remember what type of seeds you started. Move outdoors, and add a layer of Snow on top. If there is no Snow, you can add it later or water later in the spring.

Put your Winter Sowing containers in a "Greenhouse". I use my Mini Greenhouses, but if you don't have any you can place them in a large Plasic see through Box with a lid. Just make sure to drill some holes in the sides for ventilation. If you want to know more about that, just ask me in a comment and I can share more information about how to make a simple "Greenhouse" like that.

This is what it looks like in my Mini Greenhouse right now.. there might be more Winter Sowings soon..